+479.9%
MPWR vs FROG
+51.8%
+428.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +7.1% | +9.5% | +14.8% |
| 7D | +11.6% | +27.1% | -15.5% | +4.2% |
| 30D | +0.1% | +5.8% | -5.7% | -2.5% |
| 3M | -0.8% | +20.8% | -21.7% | -7.7% |
| 6M | -13.0% | +53.3% | -66.4% | -25.3% |
| YTD | +53.9% | +73.2% | -19.3% | +22.2% |
| 1Y | +45.8% | +80.3% | -34.5% | +13.8% |
| 3Y | +194.3% | +318.3% | -124.1% | +54.9% |
| 5Y | +160.1% | +179.9% | -19.7% | +41.9% |
| All | +479.9% | +51.8% | +428.1% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling